EFTA01520568.pdf

GHISLA1NE MAXWELL ACCT. 652187006 For the Period 1/1/11 to 1131111 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Acaued Interest Yield US Fixed Income - Taxable FHLB 1.260% 09/29/16 100.000 000 98 55 98546.00 100,000.00 (1,454.00) 1.250 00 1.57% 313371.2G-0 AAA /WR 423 60 Non-US Fixed Income INTL BK RECON 8 DEVELOP • BRL 90.000.000 59.34 53410.15 50,106.74 3,303 41 4.706 12 9.24% 8.75% JUN 15 2012 2.978 36 DTD 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL B435293 459058,95-1 NA /MA BRL INTER AMERICAN DEVELOPMENT BANK-INR 6,700,000.000 2.04 138.947.93 143,232.17 (8,284.24) 4,378.13 5.17% MEDIUM TERM NOTE 3% MAR 25 2014 3,754.39 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL 8511413 U45818-90-5 AAA /AAA INR KIER AMERICAN DEVEL BK - IDR 1,300,000,000.000 0.01 137,956.00 150,112.11 (12,156.11) 9,339.08 7.92% MEDIUM TERM NOTE 6.50% JUN 04 2014 6,191.77 DTD 06/04/2010 HELD BY EUROCLEAR ISIN X50513770357 SEDOL 9449858 45818W-9K-4 IDR JP Morgan Page 12 of 25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047889 Chase CONFIDENTIAL SDNY_GM_00317087 EFTA01520568